I'm trying to add a script as an addon and it does not seem to work
The script you link to is written for Blender 2.36, easily identified by looking for registration info. 

#!BPY

""" Registration info for Blender menus:
Name: 'OGRE (.mesh.xml)...'
Blender: 236
Group: 'Import'
Tip: 'Import an Ogre-Mesh (.mesh.xml) file.'
"""


Blender versions above 2.5 won't be able to load this particular script, because internally and externally Blender has changed a lot in the years between Blender 2.36 and the present 2.7+ series.

Your options are:  


Find an Ogre I/O addon compatible with Blender 2.5 onwards.
https://bitbucket.org/iboshkov/blender2ogre (compatible with 2.7! )
This addon seems to be in active development at the time of this writing, that's a good sign.
Use an old version of blender, available from here